+125.9%
HAL vs MAR
+2,498.9%
-2,373.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +2.9% | -4.2% | +7.1% | +5.1% |
| 30D | +17.0% | -6.7% | +23.7% | +21.0% |
| 3M | -9.7% | -12.5% | +2.8% | -4.2% |
| 6M | +8.6% | +0.6% | +8.1% | +6.2% |
| YTD | +33.0% | +9.1% | +23.9% | +23.8% |
| 1Y | +68.3% | +26.2% | +42.1% | +44.8% |
| 3Y | +0.1% | +68.2% | -68.0% | -26.9% |
| 5Y | +102.6% | +163.9% | -61.3% | +14.1% |
| 10Y | +3.8% | +420.6% | -416.7% | -57.4% |
| All | +125.9% | +2,498.9% | -2,373.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling